I'm suprised Scandinavian countries are so harsh on 4x4's, I'd think you guys would actually have a legitimate use for something with the ability to get thru high snow and bad weather in general.
The US gives tax breaks to owners of vehicles with a GVWR (gross vehicle weight rating, which includes when it's fully loaded to max capacity) of 6000lbs (3 tons) or more. I believe you can get upto a $100k break for each vehicle. I can't recall exactly.
The tax break is due to the way our vehicle laws are written, which was back in the dark ages apparently. You own a commercial vehicle if you have a GVWR of 3 tons or more, according to the IRS anyway.
Also the vehicle no longer has to meet EPA fuel economy guide lines and is excluded from the CAFE standard. CAFE is the Corporate Average Fuel Economy, which is a sum of the fuel economy of all vehicles.
There's also weaker emissions laws on the vehicles as well.
The irony of these big ass Hummers and Ford Expeditions is, many of them are to heavy for the roads where they are most popular. Beverly Hills has almost no road that you can legally drive these on, but people do anyway, and cops don't care.
As far as licensing goes, they base what license you need on what you want to "haul" and how many axles and/or trailers. My dad drives 10 wheel dump truck which has 3 axles, thats a "Class B" license, which also applies to things like busses. A "Class A" license is for hauling a trailer behind a 3 (or more) axled vehicle. Then there are extra's for carrying hazardous materials, or explosives etc...
Vehicles are only allowed to haul so much weight with a certain number of axles (includes trailer axles). If you only have a Class B you can't haul with a trailer, and your vehicle can't have more than a total of 19 or 20 ton on those axles.